+183.3%
TYL vs PEGA
+94.5%
+88.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +0.5% | -8.6% | +9.2% | +3.5% |
| 30D | +25.2% | -10.1% | +35.3% | +29.3% |
| 3M | +31.8% | -4.7% | +36.5% | +33.6% |
| 6M | +36.3% | -8.0% | +44.2% | +39.1% |
| YTD | -6.3% | -47.1% | +40.9% | +12.2% |
| 1Y | -9.5% | -47.5% | +38.0% | +8.3% |
| 3Y | +1.6% | +40.2% | -38.6% | -20.8% |
| 5Y | -21.8% | -45.7% | +24.0% | -16.2% |
| 10Y | +183.3% | +85.1% | +98.2% | +88.8% |
| All | +183.3% | +94.5% | +88.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling